+179.0%
SAP vs VALE
+493.0%
-313.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.3% | -1.8% | +1.6% | +0.1% |
| 30D | +0.3% | +6.7% | -6.4% | -1.1% |
| 3M | +16.9% | +4.9% | +12.0% | +15.3% |
| 6M | +6.3% | +3.6% | +2.7% | +4.9% |
| YTD | -12.4% | +21.9% | -34.3% | -17.1% |
| 1Y | -21.6% | +61.6% | -83.2% | -30.4% |
| 3Y | +54.8% | +52.1% | +2.6% | +37.4% |
| 5Y | +56.2% | +43.2% | +13.0% | +35.6% |
| 10Y | +179.0% | +521.5% | -342.5% | +77.3% |
| All | +179.0% | +493.0% | -313.9% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling